docs: add migration guide for tsdb (grafana#10978)

**What this PR does / why we need it**:
Adds a migration guide for moving from any of the older indexes to TSDB

**Special notes for your reviewer**:

**Checklist**
- [x] Reviewed the
[`CONTRIBUTING.md`](https://github.com/grafana/loki/blob/main/CONTRIBUTING.md)
guide (**required**)
- [x] Documentation added
- [ ] Tests updated
- [ ] `CHANGELOG.md` updated
- [ ] If the change is worth mentioning in the release notes, add
`add-to-release-notes` label
- [ ] Changes that require user attention or interaction to upgrade are
documented in `docs/sources/setup/upgrade/_index.md`
- [ ] For Helm chart changes bump the Helm chart version in
`production/helm/loki/Chart.yaml` and update
`production/helm/loki/CHANGELOG.md` and
`production/helm/loki/README.md`. [Example
PR](grafana@d10549e)

docs/sources/setup/migrate/_index.md

@@ -9,5 +9,6 @@ weight: 300
 
 This section contains instructions for migrating from one Loki implementation to another.
 
+- [Migrate]({{< relref "./migrate-to-tsdb" >}}) to TSDB index.
 - [Migrate]({{< relref "./migrate-from-distributed" >}}) from the `Loki-distributed` Helm chart to the `loki` Helm chart. 
 - [Migrate]({{< relref "./migrate-to-three-scalable-targets" >}})  from the two target Helm chart to the three target scalable configuration Helm chart.

docs/sources/setup/migrate/migrate-to-tsdb/_index.md

@@ -0,0 +1,74 @@
+---
+title: Migrate to TSDB
+menuTitle: Migrate to TSDB
+description: Migration guide for moving from any of the older indexes to TSDB
+weight: 100
+keywords:
+  - migrate
+  - tsdb
+---
+
+# Migrate to TSDB
+
+[TSDB]({{< relref "../../../operations/storage/tsdb" >}}) is the recommeneded index type for Loki and is where the current development lies.
+If you are running Loki with [boltb-shipper]({{< relref "../../../operations/storage/boltdb-shipper" >}}) or any of the [legacy index types]({{< relref "../../../storage#index-storage" >}}) that have been deprecated,
+we strongly recommend migrating to TSDB.
+
+
+### Configure TSDB index for an upcoming period
+
+To begin the migration, add a new [period_config]({{< relref "../../../configure#period_config" >}}) entry in your [schema_config]({{< relref "../../../configure#schema_config" >}}).
+You can read more about schema config [here]({{< relref "../../../storage#schema-config" >}}).
+
+{{% admonition type="note" %}}
+You must roll out the new `period_config` change to all Loki components in order for it to take effect.
+{{% /admonition %}}
+
+This example adds a new `period_config` which configures Loki to start using the TSDB index for the data ingested starting from `2023-10-20`.
+
+```
+schema_config:
+  configs:
+    - from: 2023-01-01
+      store: boltdb-shipper
+      object_store: filesystem
+      schema: v11
+      index:
+        prefix: index_
+        period: 24h
+    - from: 2023-10-20 ①
+      store: tsdb ②
+      object_store: filesystem ③
+      schema: v12 ④
+      index:
+        prefix: index_
+        period: 24h
+```
+
+①  You must set the new period `from` to a date in the future.
+
+②  Update the new period to use TSDB as the index type by setting `store: tsdb`.
+
+③  This sample configuration uses filesystem as the storage in both the periods. If you want to use a different storage for the TSDB index and chunks, you can specify a different `object_store` in the new period.
+
+④  Update the schema to v12 which is the recommended version at the time of writing. Please refer to the [configure page]({{< relref "../../../configure#period_config" >}}) for the current recommend version.
+
+### Configure TSDB shipper
+
+It's also important that you configure the `tsdb_shipper` block in [storage_config]({{< relref "../../../configure#storage_config" >}}). Specifically the following options:
+- `active_index_directory`: directory where ingesters would write index files which will then be uploaded by shipper to configured storage.
+- `cache_location`: cache location for downloading index files from the storage for use in query path.
+
+```
+storage_config:
+  tsdb_shipper:
+    active_index_directory: /data/tsdb-index
+    cache_location: /data/tsdb-cache
+```
+
+### Run compactor
+
+We strongly recommended running the [compactor]({{< relref "../../../operations/storage/retention#compactor" >}}) when using TSDB index. It is responsible for running compaction and retention on TSDB index.
+Not running index compaction will result in sub-optimal query performance.
+
+Please refer to the [compactor section]({{< relref "../../../operations/storage/retention#compactor" >}}) for more information and configuration examples.